We study the small mass limit of the equation describing planar motion of a charged particle of a small mass $mu$ in a force field, containing a magnetic component, perturbed by a stochastic term. We regularize the problem by adding a small friction
of intensity $e>0$. We show that for all small but fixed frictions the small mass limit of $q_{mu, e}$ gives the solution $q_e$ to a stochastic first order equation, containing a noise-induced drift term. Then, by using a generalization of the classical averaging theorem for Hamiltonian systems by Freidlin and Wentzell, we take the limit of the slow component of the motion $q_e$ and we prove that it converges weakly to a Markov process on the graph obtained by identifying all points in the same connected components of the level sets of the magnetic field intensity function.
The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the solution of
a suitable stochastic PDE defined on the graph associated with the Hamiltonian. Firstly, we deal with the case that the stochastic perturbation is given by a singular spatially homogeneous Wiener process taking values in the space of Schwartz distributions. As in previous works, we assume here that the derivative of the period of the motion on the level sets of the Hamiltonian does not vanish. Then, in the second part, without assuming this condition on the derivative of the period, we study a weaker type of convergence for the solutions of a suitable class of linear SPDEs.
